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(Continuous uniform distribution.) A random variable X is said ... | Filo
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SOLVED: 1.2. If X is a continuous random variable having distribution F show that: (a) F(X) is uniformly distributed over (0, 1); (b) if Uis a uniform (0, 1) random variable, then F-I(U) has distribution F; where F-'(x) is that value of y such that F(y) = x.
SOLVED: 1.2. If X is a continuous random variable having distribution F show that: (a) F(X) is uniformly distributed over (0, 1); (b) if Uis a uniform (0, 1) random variable, then F-I(U) has distribution F; where F-'(x) is that value of y such that F(y) = x.
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